6.10Open6.10Pre Close0 Volume30 Open Interest98.00Strike Price0.00Turnover71.49%IV3.83%PremiumJan 17, 2025Expiry Date2.44Intrinsic Value100Multiplier11DDays to Expiry3.66Extrinsic Value100Contract SizeAmericanOptions Type-0.5510Delta0.0330Gamma15.67Leverage Ratio-0.2085Theta-0.0165Rho-8.63Eff Leverage0.0666Vega